Share
Explore BrainMass

Probabilities and Set Theory

Please see the attached file for the fully formatted problems.

Let (Omega, A) be a measurable space, and P:A--> [0,infinity] an application such that P(AUB) = P(A) + P(B) when A,B E A and A intersection B = ø, and P(Omega) = 1 . Prove that the following statements are equivalent:
(i) P is a probability
(ii) P is continuous on the decreasing series:

(iii) P is continuous on the increasing series:

(iv) and ø

Attachments

Solution Summary

Proofs are provided for proabilities expressed with set theory. The solution is detailed and well presented.

$2.19